Bayesian Estimation of Cost Functions with Stochastic or Exact Constraints on Parameters

DOI10.2307/2526530zbMath0564.62098OpenAlexW2012248273MaRDI QIDQ3678545

Pekka Ilmakunnas

Publication date: 1985

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526530

zbMATH Keywords

Bayesian estimationmultivariate regression modelstochastic constraintsexact constraintsestimation of cost functionslinear cross-equation constraints

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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